JuliaSmoothOptimizers/FletcherPenaltySolver.jl

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FletcherPenaltySolver.jl - Fletcher's Penalty Method FPS is a solver for equality-constrained nonlinear problems, i.e., optimization problems of the form min f(x) s.t. c(x) = 0. It uses other JuliaSmoothOptimizers packages for development. In particular, NLPModels.jl is used for defining the problem, and SolverCore.jl for the output. If a general inequality-constrained problem is given to the solver, it solves the problem reformulated as a SlackModel from NLPModelsModifiers.jl. Algorithm For...